Cboe Silexx, a multi-asset order execution management system (OEMS) that caters to the professional marketplace, has unveiled a set of enhancements as part of version 25.13.
- Option Chain | Calculations Now Account for Non-Standard Settlement Options
Option Chain calculations now accurately reflect non-standard settlement options when determining ITM and OTM status. This improvement ensures users receive precise information for all option types in the platform.
There are a number of fixes too. The Underlying section in the Option Chain erroneously displayed 0001-01-01 for Earnings and Ex-Dividend when an earnings date did not exist, this has now been corrected, and the columns will not display a value if one does not exist.
ITM/OTM shading in the Option Chain did not update in real time as the underlying price changed, leading to incorrect shading display when compared to the underlying price. Users will now see accurate ITM/OTM status reflecting current market prices.
Position Monitor did not display expiration line items if a net quantity was zero, i.e. spreads. Now, expirations with a net quantity of zero will be shown, including relevant details such as Greeks, premium, and P&L, when individual legs have non-zero quantities.
